Overview
Hybrid
$70 - $80
Accepts corp to corp applications
Contract - W2
Skills
Automation frameworks
Regulatory testing
Post Trade & Back Office Testing (Capital Markets
Fixed Income
Derivatives)
Job Details
Position: QA Lead Location: Charlotte, NC Hybrid (3 days onsite). Local candidates only Duration: 1 year
Visa-USC/EAD
Note: This role involves data validation testing for Back Office trading applications with a focus on regulatory compliance (Basel 3, BCBS 239, Dodd-Frank). Testing covers Fixed Income, data governance, and data lake ingestion/validation. The role requires strong programming skills (Python/Java) to develop and automate QA frameworks for Capital Markets data.
Key Skills / Focus Areas:
- Regulatory Testing: Basel 3, BCBS 239, Dodd-Frank
- Post Trade & Back Office Testing (Capital Markets, Fixed Income, Derivatives)
- Data Governance, Data Lineage, Data Validation
- Python/Java automation for post-trade and trade flow testing
- SQL for complex queries
- Big Data ecosystems and cloud data platforms (AWS, Azure, Google Cloud Platform)
- BI report validation
- Familiarity with data governance tools (Collibra, Informatica, Alation)
Responsibilities
- Lead Data Validation strategy and execution for regulatory programs.
- Design, build, and expand automation frameworks for data validation, lineage checks, and dashboard monitoring.
- Validate data lake ingestion, transformation, and consumption layers to ensure compliance with governance and reporting requirements.
- Collaborate with development teams to review requirements, define test strategy, and automate scenarios.
- Maintain test artifacts (plans, cases, test data, scripts).
- Perform impact assessments for new requirements/changes.
- Participate in CI/CD implementation, code reviews, and execution reporting.
- Drive data quality, controls, and monitoring processes.
Qualifications
- 10+ years in application development/automation (Python/Java).
- 5 7 years with Python/SQL for framework development and data validation.
- Strong knowledge of test automation frameworks (backend, frontend, and APIs).
- 2+ years in Fixed Income Capital Markets data lineage and post-trade testing.
- Experience with Big Data platforms and cloud ecosystems.
- Strong understanding of data modeling, lineage, metadata, and quality frameworks.
- Prior QE/SDET experience in Agile/Scrum teams.
- Ability to manage complex data flows across internal/external systems.
- Proven risk and issue identification/reporting skills.
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.